From f54fecaebaaa009dd4a5da2c83dcb85516be8a6a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Sep 2020 19:58:26 +0200
Subject: [PATCH 01/22] Expose helpermethods thorugh freqtrade.strategy

---
 freqtrade/strategy/__init__.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 40a4a0bea..91ea0e075 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -1 +1,4 @@
-from freqtrade.strategy.interface import IStrategy  # noqa: F401
+# flake8: noqa: F401
+from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_prev_date,
+                                timeframe_to_seconds, timeframe_to_next_date, timeframe_to_msecs)
+from freqtrade.strategy.interface import IStrategy

From e268bd192e85868cb4da9e74dceb652d249ffbe6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Sep 2020 19:59:04 +0200
Subject: [PATCH 02/22] Fix informative sample documentation

---
 docs/strategy-customization.md | 12 +++++++++++-
 1 file changed, 11 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index be08faa2d..4362c251f 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -483,6 +483,10 @@ if self.dp:
 ### Complete Data-provider sample
 
 ```python
+from freqtrade.strategy import IStrategy, timeframe_to_minutes
+from pandas import DataFrame
+import pandas as pd
+
 class SampleStrategy(IStrategy):
     # strategy init stuff...
 
@@ -518,9 +522,15 @@ class SampleStrategy(IStrategy):
         # Assuming inf_tf = '1d' - then the columns will now be:
         # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
 
+        # Shift date by 1 Frequency unit
+        # This is necessary since the data is always the "open date"
+        # and a 15m candle starting at 12:15 should not know the close of the 1h candle from 12:00 to 13:00
+        minutes = timeframe_to_minutes(inf_tf)
+        informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
+
         # Combine the 2 dataframes
         # all indicators on the informative sample MUST be calculated before this point
-        dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_{inf_tf}', how='left')
+        dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_merge_{inf_tf}', how='left')
         # FFill to have the 1d value available in every row throughout the day.
         # Without this, comparisons would only work once per day.
         dataframe = dataframe.ffill()

From 79ea8cf7719879e942d4c49dddd63cafd2d38cfe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 2 Sep 2020 20:02:41 +0200
Subject: [PATCH 03/22] Improve wording

---
 docs/strategy-customization.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 4362c251f..e2548e510 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -522,7 +522,7 @@ class SampleStrategy(IStrategy):
         # Assuming inf_tf = '1d' - then the columns will now be:
         # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
 
-        # Shift date by 1 Frequency unit
+        # Shift date by 1 candle
         # This is necessary since the data is always the "open date"
         # and a 15m candle starting at 12:15 should not know the close of the 1h candle from 12:00 to 13:00
         minutes = timeframe_to_minutes(inf_tf)

From bd4f3d838ab959c3c8ff9f0e39daaeb62c3bddce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 4 Sep 2020 19:44:35 +0200
Subject: [PATCH 04/22] Implement merge_informative_pairs helper

---
 freqtrade/strategy/__init__.py          |  1 +
 freqtrade/strategy/strategy_helper.py   | 39 ++++++++++++++++
 tests/strategy/test_strategy_helpers.py | 61 +++++++++++++++++++++++++
 3 files changed, 101 insertions(+)
 create mode 100644 freqtrade/strategy/strategy_helper.py
 create mode 100644 tests/strategy/test_strategy_helpers.py

diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 91ea0e075..5758bbbcc 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -2,3 +2,4 @@
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_prev_date,
                                 timeframe_to_seconds, timeframe_to_next_date, timeframe_to_msecs)
 from freqtrade.strategy.interface import IStrategy
+from freqtrade.strategy.strategy_helper import merge_informative_pairs
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
new file mode 100644
index 000000000..ce98cccba
--- /dev/null
+++ b/freqtrade/strategy/strategy_helper.py
@@ -0,0 +1,39 @@
+import pandas as pd
+from freqtrade.exchange import timeframe_to_minutes
+
+
+def merge_informative_pairs(dataframe: pd.DataFrame, informative: pd.DataFrame,
+                            timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
+    """
+    Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
+
+    Since dates are candle open dates, merging a 15m candle that starts at 15:00, and a
+    1h candle that starts at 15:00 will result in all candles to know the close at 16:00
+    which they should not know.
+
+    Moves the date of the informative pair by 1 time interval forward.
+    This way, the 14:00 1h candle is merged to 15:00 15m candle, since the 14:00 1h candle is the
+    last candle that's closed at 15:00, 15:15, 15:30 or 15:45.
+
+    :param dataframe: Original dataframe
+    :param informative: Informative pair, most likely loaded via dp.get_pair_dataframe
+    :param timeframe_inf: Timeframe of the informative pair sample.
+    :param ffill: Forwardfill missing values - optional but usually required
+    """
+    # Rename columns to be unique
+
+    minutes = timeframe_to_minutes(timeframe_inf)
+    informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
+
+    informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
+
+    # Combine the 2 dataframes
+    # all indicators on the informative sample MUST be calculated before this point
+    dataframe = pd.merge(dataframe, informative, left_on='date',
+                         right_on=f'date_merge_{timeframe_inf}', how='left')
+    dataframe = dataframe.drop(f'date_merge_{timeframe_inf}', axis=1)
+
+    if ffill:
+        dataframe = dataframe.ffill()
+
+    return dataframe
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
new file mode 100644
index 000000000..89bbba2c1
--- /dev/null
+++ b/tests/strategy/test_strategy_helpers.py
@@ -0,0 +1,61 @@
+import pandas as pd
+import numpy as np
+
+from freqtrade.strategy import merge_informative_pairs, timeframe_to_minutes
+
+
+def generate_test_data(timeframe: str, size: int):
+    np.random.seed(42)
+    tf_mins = timeframe_to_minutes(timeframe)
+
+    base = np.random.normal(20, 2, size=size)
+
+    date = pd.period_range('2020-07-05', periods=size, freq=f'{tf_mins}min').to_timestamp()
+    df = pd.DataFrame({
+        'date': date,
+        'open': base,
+        'high': base + np.random.normal(2, 1, size=size),
+        'low': base - np.random.normal(2, 1, size=size),
+        'close': base + np.random.normal(0, 1, size=size),
+        'volume': np.random.normal(200, size=size)
+    }
+    )
+    df = df.dropna()
+    return df
+
+
+def test_merge_informative_pairs():
+    data = generate_test_data('15m', 40)
+    informative = generate_test_data('1h', 40)
+
+    result = merge_informative_pairs(data, informative, '1h', ffill=True)
+    assert isinstance(result, pd.DataFrame)
+    assert len(result) == len(data)
+    assert 'date' in result.columns
+    assert result['date'].equals(data['date'])
+    assert 'date_1h' in result.columns
+
+    assert 'open' in result.columns
+    assert 'open_1h' in result.columns
+    assert result['open'].equals(data['open'])
+
+    assert 'close' in result.columns
+    assert 'close_1h' in result.columns
+    assert result['close'].equals(data['close'])
+
+    assert 'volume' in result.columns
+    assert 'volume_1h' in result.columns
+    assert result['volume'].equals(data['volume'])
+
+    # First 4 rows are empty
+    assert result.iloc[0]['date_1h'] is pd.NaT
+    assert result.iloc[1]['date_1h'] is pd.NaT
+    assert result.iloc[2]['date_1h'] is pd.NaT
+    assert result.iloc[3]['date_1h'] is pd.NaT
+    # Next 4 rows contain the starting date (0:00)
+    assert result.iloc[4]['date_1h'] == result.iloc[0]['date']
+    assert result.iloc[5]['date_1h'] == result.iloc[0]['date']
+    assert result.iloc[6]['date_1h'] == result.iloc[0]['date']
+    assert result.iloc[7]['date_1h'] == result.iloc[0]['date']
+    # Next 4 rows contain the next Hourly date original date row 4
+    assert result.iloc[8]['date_1h'] == result.iloc[4]['date']

From 7bc89279148872e43d4f6f6233ffbc864bc1f436 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 4 Sep 2020 20:02:31 +0200
Subject: [PATCH 05/22] Add documentation for merge_informative_pair helper

---
 docs/strategy-customization.md          | 79 +++++++++++++++++++------
 freqtrade/strategy/__init__.py          |  2 +-
 freqtrade/strategy/strategy_helper.py   |  7 ++-
 tests/strategy/test_strategy_helpers.py |  6 +-
 4 files changed, 71 insertions(+), 23 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index e2548e510..c791be615 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -483,9 +483,8 @@ if self.dp:
 ### Complete Data-provider sample
 
 ```python
-from freqtrade.strategy import IStrategy, timeframe_to_minutes
+from freqtrade.strategy import IStrategy, merge_informative_pairs
 from pandas import DataFrame
-import pandas as pd
 
 class SampleStrategy(IStrategy):
     # strategy init stuff...
@@ -517,23 +516,12 @@ class SampleStrategy(IStrategy):
         # Get the 14 day rsi
         informative['rsi'] = ta.RSI(informative, timeperiod=14)
 
-        # Rename columns to be unique
-        informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
-        # Assuming inf_tf = '1d' - then the columns will now be:
-        # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
-
-        # Shift date by 1 candle
-        # This is necessary since the data is always the "open date"
-        # and a 15m candle starting at 12:15 should not know the close of the 1h candle from 12:00 to 13:00
-        minutes = timeframe_to_minutes(inf_tf)
-        informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
-
-        # Combine the 2 dataframes
-        # all indicators on the informative sample MUST be calculated before this point
-        dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_merge_{inf_tf}', how='left')
+        # Use the helper function merge_informative_pair to safely merge the pair
+        # Automatically renames the columns and merges a shorter timeframe dataframe and a longer timeframe informative pair
         # FFill to have the 1d value available in every row throughout the day.
         # Without this, comparisons would only work once per day.
-        dataframe = dataframe.ffill()
+        # Full documentation of this method, see below
+        dataframe = merge_informative_pair(dataframe, informative_pairs, inf_tf,   ffill=True)
 
         # Calculate rsi of the original dataframe (5m timeframe)
         dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
@@ -557,6 +545,63 @@ class SampleStrategy(IStrategy):
 
 ***
 
+## Helper functions
+
+### *merge_informative_pair()*
+
+This method helps you merge an informative pair to a regular dataframe without lookahead bias.
+It's there to help you merge the dataframe in a safe and consistent way.
+
+Options:
+
+- Rename the columns for you to create unique columns
+- Merge the dataframe without lookahead bias
+- Forward-fill (optional)
+
+All columns of the informative dataframe will be available on the returning dataframe in a renamed fashion:
+
+!!! Example "Column renaming"
+    Assuming `inf_tf = '1d'` the resulting columns will be:
+
+    ``` python
+    'date', 'open', 'high', 'low', 'close', 'rsi'                     # from the original dataframe
+    'date_1d', 'open_1d', 'high_1d', 'low_1d', 'close_1d', 'rsi_1d'   # from the informative dataframe
+    ```
+
+??? Example "Column renaming - 1h"
+    Assuming `inf_tf = '1h'` the resulting columns will be:
+
+    ``` python
+    'date', 'open', 'high', 'low', 'close', 'rsi'                     # from the original dataframe
+    'date_1h', 'open_1h', 'high_1h', 'low_1h', 'close_1h', 'rsi_1h'   # from the informative dataframe 
+    ```
+
+??? Example "Custom implementation"
+    A custom implementation for this is possible, and can be done as follows:
+
+    ``` python
+    # Rename columns to be unique
+    informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
+    # Assuming inf_tf = '1d' - then the columns will now be:
+    # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
+
+    # Shift date by 1 candle
+    # This is necessary since the data is always the "open date"
+    # and a 15m candle starting at 12:15 should not know the close of the 1h candle from 12:00 to 13:00
+    minutes = timeframe_to_minutes(inf_tf)
+    informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
+
+    # Combine the 2 dataframes
+    # all indicators on the informative sample MUST be calculated before this point
+    dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_merge_{inf_tf}', how='left')
+    # FFill to have the 1d value available in every row throughout the day.
+    # Without this, comparisons would only work once per day.
+    dataframe = dataframe.ffill()
+
+    ```
+
+***
+
 ## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 5758bbbcc..d1510489e 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -2,4 +2,4 @@
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_prev_date,
                                 timeframe_to_seconds, timeframe_to_next_date, timeframe_to_msecs)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import merge_informative_pairs
+from freqtrade.strategy.strategy_helper import merge_informative_pair
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index ce98cccba..2684e7b03 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -2,8 +2,8 @@ import pandas as pd
 from freqtrade.exchange import timeframe_to_minutes
 
 
-def merge_informative_pairs(dataframe: pd.DataFrame, informative: pd.DataFrame,
-                            timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
+def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
+                           timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
     """
     Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
 
@@ -15,6 +15,9 @@ def merge_informative_pairs(dataframe: pd.DataFrame, informative: pd.DataFrame,
     This way, the 14:00 1h candle is merged to 15:00 15m candle, since the 14:00 1h candle is the
     last candle that's closed at 15:00, 15:15, 15:30 or 15:45.
 
+    Assuming inf_tf = '1d' - then the resulting columns will be:
+    date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
+
     :param dataframe: Original dataframe
     :param informative: Informative pair, most likely loaded via dp.get_pair_dataframe
     :param timeframe_inf: Timeframe of the informative pair sample.
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 89bbba2c1..9201d91e1 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -1,7 +1,7 @@
 import pandas as pd
 import numpy as np
 
-from freqtrade.strategy import merge_informative_pairs, timeframe_to_minutes
+from freqtrade.strategy import merge_informative_pair, timeframe_to_minutes
 
 
 def generate_test_data(timeframe: str, size: int):
@@ -24,11 +24,11 @@ def generate_test_data(timeframe: str, size: int):
     return df
 
 
-def test_merge_informative_pairs():
+def test_merge_informative_pair():
     data = generate_test_data('15m', 40)
     informative = generate_test_data('1h', 40)
 
-    result = merge_informative_pairs(data, informative, '1h', ffill=True)
+    result = merge_informative_pair(data, informative, '1h', ffill=True)
     assert isinstance(result, pd.DataFrame)
     assert len(result) == len(data)
     assert 'date' in result.columns

From cc684c51415afd7e1b682242ecd8c76f594e8c1d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 4 Sep 2020 20:09:02 +0200
Subject: [PATCH 06/22] Correctly handle identical timerame merges

---
 docs/strategy-customization.md          |  7 +++---
 freqtrade/strategy/strategy_helper.py   | 11 +++++++---
 tests/strategy/test_strategy_helpers.py | 29 ++++++++++++++++++++++++-
 3 files changed, 40 insertions(+), 7 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index c791be615..7396f2a89 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -518,10 +518,10 @@ class SampleStrategy(IStrategy):
 
         # Use the helper function merge_informative_pair to safely merge the pair
         # Automatically renames the columns and merges a shorter timeframe dataframe and a longer timeframe informative pair
-        # FFill to have the 1d value available in every row throughout the day.
-        # Without this, comparisons would only work once per day.
+        # use ffill to have the 1d value available in every row throughout the day.
+        # Without this, comparisons between columns of the original and the informative pair would only work once per day.
         # Full documentation of this method, see below
-        dataframe = merge_informative_pair(dataframe, informative_pairs, inf_tf,   ffill=True)
+        dataframe = merge_informative_pair(dataframe, informative_pairs, self.timeframe, inf_tf, ffill=True)
 
         # Calculate rsi of the original dataframe (5m timeframe)
         dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
@@ -589,6 +589,7 @@ All columns of the informative dataframe will be available on the returning data
     # This is necessary since the data is always the "open date"
     # and a 15m candle starting at 12:15 should not know the close of the 1h candle from 12:00 to 13:00
     minutes = timeframe_to_minutes(inf_tf)
+    # Only do this if the timeframes are different:
     informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
 
     # Combine the 2 dataframes
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 2684e7b03..0fa7f4258 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -3,7 +3,7 @@ from freqtrade.exchange import timeframe_to_minutes
 
 
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
-                           timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
+                           timeframe: str, timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
     """
     Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
 
@@ -20,13 +20,18 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
 
     :param dataframe: Original dataframe
     :param informative: Informative pair, most likely loaded via dp.get_pair_dataframe
+    :param timeframe: Timeframe of the original pair sample.
     :param timeframe_inf: Timeframe of the informative pair sample.
     :param ffill: Forwardfill missing values - optional but usually required
     """
     # Rename columns to be unique
 
-    minutes = timeframe_to_minutes(timeframe_inf)
-    informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
+    minutes_inf = timeframe_to_minutes(timeframe_inf)
+    if timeframe == timeframe_inf:
+        # No need to forwardshift if the timeframes are identical
+        informative['date_merge'] = informative["date"]
+    else:
+        informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes_inf, 'm')
 
     informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
 
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 9201d91e1..4b29bf304 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -28,7 +28,7 @@ def test_merge_informative_pair():
     data = generate_test_data('15m', 40)
     informative = generate_test_data('1h', 40)
 
-    result = merge_informative_pair(data, informative, '1h', ffill=True)
+    result = merge_informative_pair(data, informative, '15m', '1h', ffill=True)
     assert isinstance(result, pd.DataFrame)
     assert len(result) == len(data)
     assert 'date' in result.columns
@@ -59,3 +59,30 @@ def test_merge_informative_pair():
     assert result.iloc[7]['date_1h'] == result.iloc[0]['date']
     # Next 4 rows contain the next Hourly date original date row 4
     assert result.iloc[8]['date_1h'] == result.iloc[4]['date']
+
+
+def test_merge_informative_pair_same():
+    data = generate_test_data('15m', 40)
+    informative = generate_test_data('15m', 40)
+
+    result = merge_informative_pair(data, informative, '15m', '15m', ffill=True)
+    assert isinstance(result, pd.DataFrame)
+    assert len(result) == len(data)
+    assert 'date' in result.columns
+    assert result['date'].equals(data['date'])
+    assert 'date_15m' in result.columns
+
+    assert 'open' in result.columns
+    assert 'open_15m' in result.columns
+    assert result['open'].equals(data['open'])
+
+    assert 'close' in result.columns
+    assert 'close_15m' in result.columns
+    assert result['close'].equals(data['close'])
+
+    assert 'volume' in result.columns
+    assert 'volume_15m' in result.columns
+    assert result['volume'].equals(data['volume'])
+
+    # Dates match 1:1
+    assert result['date_15m'].equals(result['date'])

From 71af64af94ba07a19181618e58f0dbfa8480709f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 4 Sep 2020 20:10:43 +0200
Subject: [PATCH 07/22] Move comment to the right place

---
 freqtrade/strategy/strategy_helper.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 0fa7f4258..1fbf618bd 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -24,7 +24,6 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     :param timeframe_inf: Timeframe of the informative pair sample.
     :param ffill: Forwardfill missing values - optional but usually required
     """
-    # Rename columns to be unique
 
     minutes_inf = timeframe_to_minutes(timeframe_inf)
     if timeframe == timeframe_inf:
@@ -33,6 +32,7 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     else:
         informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes_inf, 'm')
 
+    # Rename columns to be unique
     informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
 
     # Combine the 2 dataframes

From 7852feab0566ecdda19e705cd88c7c7bd61cd52b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 7 Sep 2020 09:06:43 +0200
Subject: [PATCH 08/22] support smaller timeframes

---
 docs/strategy-customization.md        | 6 +++++-
 freqtrade/strategy/strategy_helper.py | 3 ++-
 2 files changed, 7 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 7396f2a89..a1de1044c 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -521,7 +521,7 @@ class SampleStrategy(IStrategy):
         # use ffill to have the 1d value available in every row throughout the day.
         # Without this, comparisons between columns of the original and the informative pair would only work once per day.
         # Full documentation of this method, see below
-        dataframe = merge_informative_pair(dataframe, informative_pairs, self.timeframe, inf_tf, ffill=True)
+        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True)
 
         # Calculate rsi of the original dataframe (5m timeframe)
         dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
@@ -601,6 +601,10 @@ All columns of the informative dataframe will be available on the returning data
 
     ```
 
+!!! Warning "Informative timeframe < timeframe"
+    Using informative timeframes smaller than the dataframe timeframe is not recommended with this method, as it will not use any of the additional information this would provide.
+    To use the more detailed information properly, more advanced methods should be applied (which are out of scope for freqtrade documentation, as it'll depend on the respective need).
+
 ***
 
 ## Additional data (Wallets)
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 1fbf618bd..1a5b2d0f8 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -26,7 +26,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     """
 
     minutes_inf = timeframe_to_minutes(timeframe_inf)
-    if timeframe == timeframe_inf:
+    minutes = timeframe_to_minutes(timeframe)
+    if minutes >= minutes_inf:
         # No need to forwardshift if the timeframes are identical
         informative['date_merge'] = informative["date"]
     else:

From 014fcb36f4e6b3da535dcc7ebaa604ea47f9e2d6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Sep 2020 07:09:07 +0000
Subject: [PATCH 09/22] Bump mkdocs-material from 5.5.11 to 5.5.12

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 5.5.11 to 5.5.12.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/5.5.11...5.5.12)

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index c8f08d12a..6408616a0 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,2 +1,2 @@
-mkdocs-material==5.5.11
+mkdocs-material==5.5.12
 mdx_truly_sane_lists==1.2

From 534404c284a3de1b8bc9b6cb4f8e9603c32f81c6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Sep 2020 07:09:22 +0000
Subject: [PATCH 10/22] Bump ccxt from 1.33.72 to 1.34.3

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.33.72 to 1.34.3.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.33.72...1.34.3)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index f305d8793..58912bc0c 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.33.72
+ccxt==1.34.3
 SQLAlchemy==1.3.19
 python-telegram-bot==12.8
 arrow==0.16.0

From ff0e73a9e592e4c61eca8fce97b0c84d5b886844 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Sep 2020 07:09:23 +0000
Subject: [PATCH 11/22] Bump scikit-optimize from 0.7.4 to 0.8.1

Bumps [scikit-optimize](https://github.com/scikit-optimize/scikit-optimize) from 0.7.4 to 0.8.1.
- [Release notes](https://github.com/scikit-optimize/scikit-optimize/releases)
- [Changelog](https://github.com/scikit-optimize/scikit-optimize/blob/master/CHANGELOG.md)
- [Commits](https://github.com/scikit-optimize/scikit-optimize/compare/v0.7.4...v0.8.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index fbc679eaa..ea24196b9 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -4,7 +4,7 @@
 # Required for hyperopt
 scipy==1.5.2
 scikit-learn==0.23.1
-scikit-optimize==0.7.4
+scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==0.16.0
 progressbar2==3.52.1

From f20318fad1b27039c8269984f4ea78cecb1aab90 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 7 Sep 2020 07:37:12 +0000
Subject: [PATCH 12/22] Bump scikit-learn from 0.23.1 to 0.23.2

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.23.1 to 0.23.2.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.23.1...0.23.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index ea24196b9..4d884b4fe 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.5.2
-scikit-learn==0.23.1
+scikit-learn==0.23.2
 scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==0.16.0

From 4cf66e2fba76d3aab734bffe94063ca906c74bbc Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 9 Sep 2020 13:29:22 +0000
Subject: [PATCH 13/22] Bump progressbar2 from 3.52.1 to 3.53.1

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.52.1 to 3.53.1.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.52.1...v3.53.1)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 4d884b4fe..b47331aa3 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -7,4 +7,4 @@ scikit-learn==0.23.2
 scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==0.16.0
-progressbar2==3.52.1
+progressbar2==3.53.1

From 986e767d6c4ec460cc35b95db178e19bbef9de2b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 9 Sep 2020 13:29:27 +0000
Subject: [PATCH 14/22] Bump blosc from 1.9.1 to 1.9.2

Bumps [blosc](https://github.com/blosc/python-blosc) from 1.9.1 to 1.9.2.
- [Release notes](https://github.com/blosc/python-blosc/releases)
- [Changelog](https://github.com/Blosc/python-blosc/blob/master/RELEASE_NOTES.rst)
- [Commits](https://github.com/blosc/python-blosc/compare/v1.9.1...v1.9.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 58912bc0c..5efc6a2ee 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -14,7 +14,7 @@ tabulate==0.8.7
 pycoingecko==1.3.0
 jinja2==2.11.2
 tables==3.6.1
-blosc==1.9.1
+blosc==1.9.2
 
 # find first, C search in arrays
 py_find_1st==1.1.4

From d8dae46544987a2f5d672d1128851d47d5f6d9bb Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 9 Sep 2020 13:29:31 +0000
Subject: [PATCH 15/22] Bump ccxt from 1.34.3 to 1.34.11

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.34.3 to 1.34.11.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.34.3...1.34.11)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-common.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-common.txt b/requirements-common.txt
index 58912bc0c..faa022c4c 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -1,6 +1,6 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.34.3
+ccxt==1.34.11
 SQLAlchemy==1.3.19
 python-telegram-bot==12.8
 arrow==0.16.0

From 8c97b83b8c44de9f7b921cba6bec3bdeb39e5527 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 9 Sep 2020 13:29:36 +0000
Subject: [PATCH 16/22] Bump pandas from 1.1.1 to 1.1.2

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.1.1 to 1.1.2.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.1.1...v1.1.2)

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 66f4cbc5f..a1a1fb250 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,4 +2,4 @@
 -r requirements-common.txt
 
 numpy==1.19.1
-pandas==1.1.1
+pandas==1.1.2

From 4480b3b39374439296407128b816a797749865c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 9 Sep 2020 15:39:35 +0200
Subject: [PATCH 17/22] Fix error in documentation (wrong sequence of steps)

---
 docs/strategy-customization.md | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index a1de1044c..615be0247 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -580,10 +580,6 @@ All columns of the informative dataframe will be available on the returning data
     A custom implementation for this is possible, and can be done as follows:
 
     ``` python
-    # Rename columns to be unique
-    informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
-    # Assuming inf_tf = '1d' - then the columns will now be:
-    # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
 
     # Shift date by 1 candle
     # This is necessary since the data is always the "open date"
@@ -592,6 +588,11 @@ All columns of the informative dataframe will be available on the returning data
     # Only do this if the timeframes are different:
     informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
 
+    # Rename columns to be unique
+    informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
+    # Assuming inf_tf = '1d' - then the columns will now be:
+    # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
+
     # Combine the 2 dataframes
     # all indicators on the informative sample MUST be calculated before this point
     dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_merge_{inf_tf}', how='left')

From 6a08fee25b88b8f4824bcc5f76f2dc3ee7c96529 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 10 Sep 2020 08:04:04 +0200
Subject: [PATCH 18/22] Fix wrong import in documentation

---
 docs/strategy-customization.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 615be0247..14d5fcd84 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -483,7 +483,7 @@ if self.dp:
 ### Complete Data-provider sample
 
 ```python
-from freqtrade.strategy import IStrategy, merge_informative_pairs
+from freqtrade.strategy import IStrategy, merge_informative_pair
 from pandas import DataFrame
 
 class SampleStrategy(IStrategy):

From b8773de5b0d39163c9ded61e312578791ad9bb98 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 11 Sep 2020 06:44:20 +0200
Subject: [PATCH 19/22] scoped sessions should be closed after requests

---
 freqtrade/rpc/api_server.py     | 10 +++++++++-
 tests/rpc/test_rpc_apiserver.py |  2 ++
 2 files changed, 11 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index 4bbc8a1dc..0ae0698cd 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -17,8 +17,9 @@ from werkzeug.serving import make_server
 
 from freqtrade.__init__ import __version__
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.rpc.rpc import RPC, RPCException
+from freqtrade.persistence import Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
+from freqtrade.rpc.rpc import RPC, RPCException
 
 logger = logging.getLogger(__name__)
 
@@ -70,6 +71,11 @@ def rpc_catch_errors(func: Callable[..., Any]):
     return func_wrapper
 
 
+def shutdown_session(exception=None):
+    # Remove scoped session
+    Trade.session.remove()
+
+
 class ApiServer(RPC):
     """
     This class runs api server and provides rpc.rpc functionality to it
@@ -104,6 +110,8 @@ class ApiServer(RPC):
         self.jwt = JWTManager(self.app)
         self.app.json_encoder = ArrowJSONEncoder
 
+        self.app.teardown_appcontext(shutdown_session)
+
         # Register application handling
         self.register_rest_rpc_urls()
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index d9f5bf781..f8256f1ba 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -471,6 +471,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     assert rc.json == {"error": "Error querying _edge: Edge is not enabled."}
 
 
+@pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order):
     ftbot, client = botclient
     patch_get_signal(ftbot, (True, False))
@@ -498,6 +499,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     assert rc.json['best_pair'] == ''
     assert rc.json['best_rate'] == 0
 
+    trade = Trade.query.first()
     trade.update(limit_sell_order)
 
     trade.close_date = datetime.utcnow()

From 0c9301e74a313a40e3829aed1ab701e04858d262 Mon Sep 17 00:00:00 2001
From: caudurodev <rod@cauduro.dev>
Date: Fri, 11 Sep 2020 08:41:33 +0200
Subject: [PATCH 20/22] FIX: added missing ) for SQLite insert

---
 docs/sql_cheatsheet.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index cf785ced6..249e935ef 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -47,6 +47,7 @@ sqlite3
 
 ```sql
 CREATE TABLE trades
+(
     id INTEGER NOT NULL,
     exchange VARCHAR NOT NULL,
     pair VARCHAR NOT NULL,

From 90d97c536d5b0a8ad7d863304023e418fe6f766e Mon Sep 17 00:00:00 2001
From: caudurodev <rod@cauduro.dev>
Date: Fri, 11 Sep 2020 08:42:42 +0200
Subject: [PATCH 21/22] FIX: added missing ) for SQLite insert

---
 docs/sql_cheatsheet.md | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 249e935ef..168d416ab 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -46,8 +46,7 @@ sqlite3
 ### Trade table structure
 
 ```sql
-CREATE TABLE trades
-(
+CREATE TABLE trades(
     id INTEGER NOT NULL,
     exchange VARCHAR NOT NULL,
     pair VARCHAR NOT NULL,

From 50f0483d9aab4a0c73b6f7eb65d7babd3946817d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 11 Sep 2020 20:00:36 +0200
Subject: [PATCH 22/22] FIx fluky test in test_api_logs

---
 tests/rpc/test_rpc_apiserver.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f8256f1ba..626586a4a 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -435,7 +435,7 @@ def test_api_logs(botclient):
     assert len(rc.json) == 2
     assert 'logs' in rc.json
     # Using a fixed comparison here would make this test fail!
-    assert rc.json['log_count'] > 10
+    assert rc.json['log_count'] > 1
     assert len(rc.json['logs']) == rc.json['log_count']
 
     assert isinstance(rc.json['logs'][0], list)